US2022198569A1PendingUtilityA1
System and method for monitoring and predicting changes in values of an asset
Est. expirySep 12, 2039(~13.1 yrs left)· nominal 20-yr term from priority
Inventors:Natan Yalovsky
G06Q 40/06
41
PatentIndex Score
0
Cited by
0
References
0
Claims
Abstract
Systems and methods of predicting changes in values of an asset, including receiving a report for the asset with a set of parameters relating to capitalization of cash flow, where the received set of parameters includes a value for an expected growth rate ‘eg’ for the asset, calculating a value for an estimated short-term adjustment ‘sta’ as the sum of differences in previous years, and calculating a value for an equivalent cash flow ‘ecf’ corresponding to the received set, according to the equation: ecf=(cfn/(1+eg)){circumflex over ( )}(n−m) where ‘n’ is a predefined representative capitalization year and ‘m’ is a different predefined year such that a capitalized cash flow of the representative year is calculated until the first year, and where ‘cfn’ is the equivalent cash flow for the year ‘n’, and ‘cfm’ is the equivalent cash flow for the year ‘m’.
Claims
exact text as granted — not AI-modified1 . A method of predicting changes in values of an asset, the method comprising:
receiving, by a processor, a report for the asset with a set of parameters relating to capitalization of cash flow, wherein the received set of parameters comprises:
a value for a debt ‘D’ for the asset;
a value for a cost of the debt ‘rd’ for the asset;
a value for a tax ‘T’ for the asset;
a value for an expected growth rate ‘eg’ for the asset;
calculating, by the processor, a value for an estimated short-term adjustment ‘sta’ as the sum of differences in previous years; and calculating, by the processor, a value for an equivalent cash flow ‘ecf’ corresponding to the received set, according to the equation:
ecf =( cfn /(1+ eg )){circumflex over ( )}( n−m )
wherein ‘n’ is a predefined representative capitalization year and ‘m’ is a different predefined year such that a capitalized cash flow of the representative year is calculated until the first year, and wherein: ‘cfn’ is the equivalent cash flow for the year ‘n’; and ‘cfm’ is the equivalent cash flow for the year ‘m’.
2 . The method of claim 1 , further comprising:
identifying, by the processor, a reference group with at least one reference asset; and receiving, by the processor, a report for each asset in the reference group.
3 . The method of claim 2 , wherein the report further comprises details for at least one of: a equivalent cash flow (‘ecf’) and liabilities.
4 . The method of claim 2 , further comprising:
receiving, by the processor, a report with a set of parameters relating to capitalization of cash flow, wherein the received set of parameters comprises:
a value for a calculated asset worth ‘v’ for the asset; and
a value for a capital market value ‘e’ for the asset;
calculating a value for a return on equity inherent in the share price ‘re’ for the asset; and calculating w=D/v*rd*(1−T)+e/v*re.
5 . The method of claim 4 , further comprising normalizing the calculated equivalent cash flow ‘ecf’ for each asset in the reference group based on the share price ‘re’ for the asset.
6 . The method of claim 1 , further comprising calculating adjustments to the equivalent cash flow (‘ecf’) based on differences for at least one other year.
7 . The method of claim 1 , further comprising applying a looping algorithm to calculate three equations:
V
=
D
+
E
(
IV
)
V
=
ecf
(
W
-
eg
)
-
sta
(
V
)
W
=
E
V
*
RE
-
D
V
*
rd
*
(
1
-
T
)
.
(
VI
)
8 . The method of claim 1 , further comprising calculating an implied market yield ‘my’ for the reference group.
9 . The method of claim 8 , further comprising calculating a return on equity ‘re’ with the equation: RE=rf+(my−rf)*β, wherein ‘rf’ is the risk-free interest rate and ‘β’ is the standard correlation coefficient.
10 . A system for prediction of changes in values of an asset, the system comprising:
a processor; and a database, coupled to the processor and configured to store a report for the asset with a set of parameters relating to capitalization of cash flow; wherein the processor is configured to:
receive the report from the database, wherein the received set of parameters comprises:
a value for a debt ‘D’ for the asset;
a value for a cost of the debt ‘rd’ for the asset;
a value for a tax ‘T’ for the asset;
a value for an expected growth rate ‘eg’ for the asset;
calculate a value for an estimated short-term adjustment ‘sta’ as the sum of differences in a previous year; and
calculate a value for an equivalent cash flow ‘ecf’ corresponding to the received set, according to the equation:
ecf =( cfn /(1+ eg )){circumflex over ( )}( n−m )
wherein ‘n’ is a predefined representative capitalization year and ‘m’ is a different predefined year such that a capitalized cash flow of the representative year is calculated until the first year, and wherein:
‘cfn’ is the equivalent cash flow for the year ‘n’; and
‘cfm’ is the equivalent cash flow for the year ‘m’.
11 . The system of claim 10 , wherein the processor is further configured to:
identify a reference group with at least one reference asset; and receive a report for each asset in the reference group.
12 . The system of claim 10 , wherein the report further comprises details for at least one of: an equivalent cash flow (‘ecf’) and liabilities.
13 . The system of claim 10 , wherein the processor is further configured to:
receive a report with a set of parameters relating to capitalization of cash flow, wherein the received set of parameters comprises:
a value for a calculated asset worth ‘v’ for the asset; and
a value for a capital market value ‘e’ for the asset;
calculate a value for a return on equity inherent in the share price ‘re’ for the asset; and calculate w=D/v*rd*(1−T)+e/v*re.
14 . The system of claim 10 , wherein the processor is further configured to normalize the calculated equivalent cash flow ‘ecf’ for each asset in the reference group based on the share price ‘re’ for the asset.
15 . The system of claim 10 , wherein the processor is further configured to calculate adjustments to the equivalent cash flow (‘ecf’) based on differences for at least one other year.
16 . The system of claim 10 , wherein the processor is further configured to calculate an implied market yield ‘my’ for the reference group.
17 . The system of claim 16 , wherein the processor is further configured to calculate a return on equity ‘re’ with the equation: RE=rf+(my−rf)*β, wherein ‘rf’ is the risk-free interest rate and ‘β’ is the standard correlation coefficient.
18 . The system of claim 10 , wherein the processor is further configured to apply a looping algorithm to calculate three equations:
V
=
D
+
E
(
VII
)
V
=
ecf
(
W
-
eg
)
-
sta
(
VIII
)
W
=
E
V
*
RE
-
D
V
*
rd
*
(
1
-
T
)
.
(
IX
)Join the waitlist — get patent alerts
Track US2022198569A1 — get alerts on status changes and closely related new filings.
We store only your email — no account needed. See our privacy policy.